+32.8%
SNOW vs PM
+198.1%
-165.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.5% | -5.5% |
| 7D | +2.8% | -4.9% | +7.7% | +2.6% |
| 30D | +6.4% | -3.4% | +9.8% | +6.3% |
| 3M | +38.1% | +5.2% | +32.9% | +38.1% |
| 6M | +100.4% | +3.7% | +96.7% | +100.0% |
| YTD | +53.7% | +15.8% | +37.9% | +52.5% |
| 1Y | +52.0% | +17.4% | +34.6% | +50.5% |
| 3Y | +114.7% | +116.9% | -2.3% | +101.0% |
| 5Y | +8.8% | +117.3% | -108.6% | +0.7% |
| All | +32.8% | +198.1% | -165.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling